﻿/*
 Copyright (C) 2008 Siarhei Novik (snovik@gmail.com)
  
 This file is part of QLNet Project http://qlnet.sourceforge.net/

 QLNet is free software: you can redistribute it and/or modify it
 under the terms of the QLNet license.  You should have received a
 copy of the license along with this program; if not, license is  
 available online at <http://qlnet.sourceforge.net/License.html>.
  
 QLNet is a based on QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 The QuantLib license is available online at http://quantlib.org/license.shtml.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;

namespace QLNet {
    //! American exercise condition.
    /*! \todo unify the intrinsicValues/Payoff thing */
    public class AmericanCondition : CurveDependentStepCondition<Vector> {
        public AmericanCondition(Option.Type type, double strike) : base(type, strike) { }

        public AmericanCondition(Vector intrinsicValues) : base(intrinsicValues) { }

        protected override double applyToValue(double current, double intrinsic) {
            return Math.Max(current, intrinsic);
        }
    }
}
